Erin Markey (Sunday) In her new show, “There’s a New Emergency Contact in Town,” the cabaret dynamo Erin Markey explores “the frailties of Midwestern family life,” with original music written with Kenny Mellman. At 9:30 p.m., Joe’s Pub, at the Public Theater, 425 Lafayette Street, Astor Place, 212-539-8778, joespub.com; $15. (Czajkowski)

★ Luisa Omielan: ‘What Would Beyoncé Do?!’ (Friday) This British comedian brings her hugely popular one-woman show to the East Village. In this upbeat, music-heavy hour, she explores the many differences between her own life and that of Beyoncé’s. At 10 p.m., SubCulture: Arts Underground, 45 Bleecker Street, near Lafayette Street, 212-533-5470, subculturenewyork.com; $15. (Czajkowski)

★ The Pajama Men (Friday through Sunday) Shenoah Allen and Mark Chavez make up this pj-clad comedy duo, whose narrative sketch shows have been big hits in London, Edinburgh and Melbourne, Australia. Now, they bring their high-energy blend of sketch, improv and music back to the States. At 7:30 p.m., SubCulture: Arts Underground, 45 Bleecker Street, near Lafayette Street, East Village, 212-533-5470, subculturenewyork.com; $29.75 and $34.75. (Czajkowski)

★ Jon Ronson’s Frank Story (Wednesday) The British journalist Jon Ronson hilariously recounts his relationship in the late 1980s with Frank Sidebottom, the mysterious fake-head-wearing front man of the Oh Blimey Big Band. The show ties into the offbeat comedy “Frank,” starring Michael Fassbender, which Mr. Ronson co-wrote and recently had its premiere at Sundance. At 8 p.m., Union Hall, 702 Union Street, at Fifth Avenue, Park Slope, Brooklyn, 718-638-4400, unionhallny.com; $6.(Czajkowski)